Description Usage Arguments Value Examples
View source: R/lgb.wrap.loss.R
The wrapper works only if both the wrapper and the original loss metric are existing. Requires Matrix
and lightgbm
packages.
1 |
f |
Type: function. The function to wrap from LightGBM. Requires the following order of arguments for the function to work: |
The wrapping function.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | # Note: this example unexpectedly fails when using pkgdown.
library(lightgbm)
library(Matrix)
data(agaricus.train, package = "lightgbm")
train <- agaricus.train
dtrain <- lgb.Dataset(train$data, label = train$label)
cross_entropy <- function(preds, labels) {
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
cross_entropy_wrap <- lgb.wrap.loss(f = cross_entropy)
params <- list(learning_rate = 1, min_data = 1, nthread = 1)
set.seed(1)
model <- lgb.cv(params,
dtrain,
2,
nfold = 5,
obj = cross_entropy_wrap,
metric = "auc")
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